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Restoration of Tien - either return Atyar (Tien's head) to hell, so Thanatar can be rejoined, or prevent Viking from severing Tien's head in the first place.
Preventing Viking from severing Tien's head would likely result in a hero cult with access to utterly terrifying knowledge stealing magics - and would likely attract a lot of attention from Tien's old adversary Lhankor Mhy.

A group of scientists have seriously proposed that Cephalopods (tentacled sea creatures like octopi) may have originated on another planet - but we all knew this already 😉.
International group of scientists suggest octopuses might be aliens
https://www.sciencedirect.com/science/article/pii/S0079610718300798?via%3Dihub
The truth is sometimes stranger than fiction;
Opening paragraph of The Call of Cthulhu

@klecser at what point did I suggest everyone should play canon? In what way is mentioning my interpretation of HP Lovecraft's take with supporting references not constructive? You're reading stuff into my response which isn't there.

Someone who goes permanently insane could make a con roll - I mean, they're out of the game anyway.
Seeing a decomposing corpse - not pleasant. But it can affect people. Your war veteran might have seen one corpse too many. Anything unusual, like suggestions the person was murdered horribly - I mean, the killer might still be out there. Über stressful if you are alone in an isolated location, and suddenly frightened for your life.
People can be fragile. Look how many people have nervous breakdowns because of money stress or relationship breakups. Add even a tincture of supernatural horror and its easy to see why people's brains would run out of their ears.

Temporary insanity or uncontrollable phobias are well supported by H P Lovecraft's writing.
The Horror at Red Hook
The closest comparison to fictional Lovecraftian madness is survivors of psychological trauma - people with PTSD, rape survivors, victims of wartime atrocities. Some people seem to survive relatively unscathed, though who knows what horrors they endure in the prison of their own minds. Others become completely dysfunctional - people develop insane obsessions like compulsive hygiene, claustrophobia, agoraphobia, all sorts of weird and horrible problems.
When you consider the possibility of such stresses being coupled with experiences which shake the foundations of someone's sense of reality, you start to wonder if the game san check system is too generous.
None of the people who see Cthulhu walk away unscathed. Some dropped dead of fright, some gibbered and drooled, lost complete control of their actions, the one person who survived and escaped was the closest to a functional survivor, but he was plagued by horrific nightmares. The Call of Cthulhu
Where is the "drop dead of fright" check? Two out of six suggests a 30% chance people who see an entity like Cthulhu should simply die on the spot. Johansen managed to maintain a facade or normality, after a prolonged period of shock, but who knows how long he would have been able to maintain that facade of sanity if he hadn't been murdered?

Real fact - scientists have noticed a substantial rise in cosmic ray flux, caused by weakening of the sun's magnetic field.
Just as the Earth has a magnetic field, so does the sun - a gigantic forcefield which protects the inner solar system from cosmic radiation. The weakening of the field means that space is now more deadly for astronauts. Even people in airliners are receiving a higher dose of radiation - enough that the radiation is considered a hazard for pilots and air stewards, for anyone who spends long periods at high altitude.
https://spaceweatherarchive.com/2018/03/05/the-worsening-cosmic-ray-situation/
The ray flux is expected to increase even further in coming decades, with a real possibility the sun will enter a new grand minimum, a prolonged period of weakness.
Does the Sun's magnetic field protect us from things other than cosmic rays? Will a period of weakness bring new dangers? Could be an interesting basis for a scenario.

Very good point, in Lovecraft's universe Cthulhu helped make us what we are, Cthulhu and his fellow monsters helped shape our very earliest steps as a species. It makes sense that a being who created a slave race would add a few useful kinks in their psyche which the slaves themselves might not be aware of until they were triggered. Maybe we all have a little Deep One in us...
From "The Call of Cthulhu"

Hilarious :-). What gave it away?
One thing which distinguishes Lovecraft is his insane people are often victims, even when they are perpetrators, when they gain some kind of horrible benefit - the price of losing your humanity is always too high.
From "The Picture in The House"
The evil madman in "The Picture" gained unnatural longevity and good health - but he led a nasty, lonely life where maintaining that longevity became the sole focus of his existence.

I think HP Lovecraft made his view of Cthulhu insanity clear - insanity in HP Lovecraft's vision takes the form of impaired ability to function in the world, or realignment of motives to an inhuman perspective. Or both.
Both Lovecraft's parents IMO were barking mad, so Lovecraft had a substantial personal experience of the effects of insanity on people.
From "The Call of Cthulhu"
Or this from "The Horror at Red Hook"
Or this from "The Shadow Over Innsmouth"

Some people have remarkable pickpocket skills.
A street magician once gave us a display of his magic skills, card tricks mostly, outside a pub in London.
We were way impressed at his skill, when he finished said "wow, thanks for the show, let us give you something".
He said "Then you'll be needing these", and handed us our wallets.

The Weapon Makers, a 1940s science fiction book, had an interesting take on this.
The main character in The Weapon Makers uses a machine which projects him into an ethereal plane very like your description, to save himself a few hours in the future, by creating a dazzling display of overwhelmingly superior technology to intimidate an organisation which has overstepped its own rules.
The characters could have entered this ethereal state because of a machine built by a scientist, as in The Weapon Makers. Their only hope of re-entering the real world is to find the portal, and fight their way through whoever is still in the lab which contains the portal. You have to think of a convincing reason why they don't know where the portal is - perhaps they were kidnapped and dumped in this bizarre place by people who thought they wouldn't survive long, a convenient way of making enemies disappear - no bodies.
Of course being a Lovecraft adventure the etherial plane is inhabited, terrifying creatures which might also stumble across the portal, false paths to who knows where, temporal anomalies, the temptation to try to manipulate time for their own gain, along with awful risks of paradox or worse, and in the distance an eerie demonic piping sound...